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Whitepapers
Directional Data Biases and Systematic Trend Following - Friends or Foes? (January 2023)
方向性データバイアスとシステマティック・トレンドフォロー:敵か味方か?
This paper summarises some of the Firm's 2022 research observations and provides further insight into the Firm's school of thought.
Noise and Nonlinearity (August 2021)
ノイズと非線形性:モメンタム・トレーディングの課題と機会
This paper contains the rationale and intuition behind the subsequent development of our Conviction Trend and Topology Trend models in 2015 and 2020.
Trend Structure (April 2021)
トレンドの構造 − 当社の考え方
This paper sheds light on the inspiration behind the construction and development of our classical trend following model, Core Trend.
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